You can add calls to RAISERROR with a severity of 10 or less which will send an informational message to the output stream.

Here is a generic call that sends a literal string to the output stream:

RAISERROR('Custom informational message.', 10, 1);

Another way to call RAISERROR that might be useful in your case is to use tokens to send variable values to the output stream, like this:

RAISERROR('@f1 = %s', 10, 1, @f1);

What's happening in the above statement is that the value of @f1 is being substituted into the place of the token %s, which means "a string value", within the message before it is sent to the output stream There is a different token for numbers, %d, and some other tokens for different data types as well. Unfortunately there is no token for date or time values.

You can read more here:

RAISERROR (Transact-SQL) - SQL Server 2005